Publication: An algorithm for inducing stochastic finite memory machines

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Title	An algorithm for inducing stochastic finite memory machines
Authors/Editors*	Michael Curchin, Stefan C. Kremer
Where published*	Smart Engineering System Design: Neural Networks,Evolutionary Programming, Data Mining, and Artificial Life,
How published*	Journal
Year*	2006
Volume	16
Number
Pages	795â800
Publisher	ASME Press
Keywords	Learning Algorithms and Training, Time Series Analysis, Grammar Inference
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Abstract	In this paper, we present a novel algorithm for inducing stochastic finite memory machines to match a given example data-set. The motivation for this approach stems for the ANNIE 2006 binary time-series prediction competition. Our approach extends the paradigm of finite memory machines into the stochastic domain, proves the applicability of our new extension to the problem of inducing unknown sequences, and presents some preliminary results on the effectiveness of this approach. While we do not yet know the final score of our method (as the competition has not completed), we are optimistic based on the preliminary data available and will update the final version of the paper with more details as soon as they are announced by the competition organizers.